//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Volatility Spillovers Between...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Diversification
6,901
Diversifikation
6,267
Kapitalmarktrendite
3,555
Capital market returns
3,554
Kapitaleinkommen
2,769
Capital income
2,767
Börsenkurs
2,305
Share price
2,286
Portfolio-Management
2,046
Portfolio selection
2,024
Theorie
1,831
Theory
1,808
Schätzung
1,749
Estimation
1,728
Volatilität
1,525
USA
1,474
United States
1,438
Welt
1,434
World
1,418
diversification
1,312
Stock returns
1,222
Aktienmarkt
1,196
Stock market
1,191
Ölpreis
961
stock returns
954
Oil price
953
Anlageverhalten
807
Behavioural finance
802
Prognoseverfahren
766
Forecasting model
759
oil prices
738
CAPM
736
Oil prices
722
Risk
719
Risiko
672
Firm performance
666
ARCH-Modell
665
Unternehmenserfolg
664
ARCH model
650
more ...
less ...
Online availability
All
Undetermined
716
Free
538
Type of publication
All
Article
1,109
Book / Working Paper
466
Other
1
Type of publication (narrower categories)
All
Article in journal
1,049
Aufsatz in Zeitschrift
1,049
Graue Literatur
235
Non-commercial literature
235
Working Paper
218
Arbeitspapier
215
Aufsatz im Buch
30
Book section
30
Hochschulschrift
19
Thesis
11
Collection of articles written by one author
10
Sammlung
10
Collection of articles of several authors
7
Conference paper
7
Konferenzbeitrag
7
Sammelwerk
7
research-article
6
Aufsatzsammlung
5
Lehrbuch
2
Textbook
2
Handbook
1
Handbuch
1
Konferenzschrift
1
Nachschlagewerk
1
Reference book
1
more ...
less ...
Language
All
English
1,521
Undetermined
47
German
6
Spanish
2
Author
All
McAleer, Michael
56
Chang, Chia-Lin
22
Hammoudeh, Shawkat
14
Gupta, Rangan
12
Asai, Manabu
11
Freyberger, Joachim
11
Neuhierl, Andreas
11
Weber, Michael
11
Floros, Christos
10
Allen, David E.
9
Wu, Jianbin
9
Ang, Andrew
8
Caporale, Guglielmo Maria
8
Filis, George
8
Kang, Wensheng
8
Mensi, Walid
8
Ratti, Ronald A.
8
Spagnolo, Fabio
8
Spagnolo, Nicola
8
Tiwari, Aviral Kumar
8
Bali, Turan G.
7
Cakici, Nusret
7
Guesmi, Khaled
7
Kočenda, Evžen
7
Nguyen, Duc Khuong
7
Rodriguez, Gabriel
7
Silvennoinen, Annastiina
7
Aloui, Chaker
6
Antonakakis, Nikolaos
6
Awartani, Basel
6
Balcilar, Mehmet
6
Bouri, Elie
6
Degiannakis, Stavros
6
Gómez González, José Eduardo
6
Hafner, Christian M.
6
Koren, Miklós
6
Lambertides, Neophytos
6
Martinet, Guillaume Gaetan
6
Savva, Christos S.
6
Sehgal, Sanjay
6
more ...
less ...
Institution
All
National Bureau of Economic Research
10
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
C.E.P.R. Discussion Papers
2
National Centre for Econometric Research (NCER)
2
World Bank
2
Census Bureau, Department of Commerce
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics and Finance, University of Central Missouri
1
Department of Economics, National University of Singapore
1
Department of Economics, University of Victoria
1
Dipartimento di Scienze Economiche e Statistiche (DISES), Università degli Studi di Salerno
1
Econometric Society
1
European Central Bank
1
Government of Uganda
1
School of Accounting, Economics, and Finance, University of Wollongong
1
School of Economics and Management, University of Aarhus
1
Swiss Finance Institute
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
more ...
less ...
Published in...
All
Energy economics
80
Research in international business and finance
35
International Journal of Energy Economics and Policy : IJEEP
32
International review of financial analysis
31
Finance research letters
30
Economic modelling
26
Applied economics
25
International review of economics & finance : IREF
24
Discussion paper / Tinbergen Institute
23
The journal of futures markets
22
Journal of banking & finance
20
Econometric Institute research papers
19
Journal of international financial markets, institutions & money
19
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of financial and quantitative analysis : JFQA
15
Journal of risk and financial management : JRFM
15
International journal of finance & economics : IJFE
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
CESifo working papers
13
Pacific-Basin finance journal
13
Economics letters
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
Journal of international money and finance
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied economics letters
10
MPRA Paper
10
NBER working paper series
10
Working paper
10
Cogent economics & finance
9
NBER Working Paper
9
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of empirical finance
8
Journal of econometrics
7
Journal of financial economics
7
The review of financial studies
7
Discussion paper / Centre for Economic Policy Research
6
Global finance journal
6
International review of finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
more ...
less ...
Source
All
ECONIS (ZBW)
1,507
RePEc
57
Other ZBW resources
6
BASE
3
EconStor
3
Showing
1
-
10
of
1,576
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu
;
Chaibi, Anissa
- In:
The journal of applied business research
30
(
2014
)
2
,
pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
Saved in:
2
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
Saved in:
3
Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia
Amin, Abu S.
;
Orłowski, Lucjan T.
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
3
,
pp. 5-27
Persistent link: https://www.econbiz.de/10010464049
Saved in:
4
The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets
Thi Ngan Nguyen
;
Phan Thi Kieu Hoa
;
Parikh, Nirav
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 491-508
Persistent link: https://www.econbiz.de/10013350713
Saved in:
5
International volatility transmission of reit returns
Li, Deqing Diane
;
Lin, YingChou
;
Jin, John
- In:
The international journal of business and finance …
6
(
2012
)
3
,
pp. 41-51
Persistent link: https://www.econbiz.de/10009621170
Saved in:
6
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
7
Government intervention in Russian bourse : a case of financial contagion
Khan, Salman
;
Batteau, Pierre
- In:
Journal of financial economic policy
4
(
2012
)
4
,
pp. 320-339
Persistent link: https://www.econbiz.de/10009674782
Saved in:
8
Analysis of mean and volatility price transmissions in the MIBEL and EPEX electricity spot markets
Ciarreta, Aitor
;
Zarraga, Ainhoa
- In:
The energy journal
36
(
2015
)
4
,
pp. 41-60
Persistent link: https://www.econbiz.de/10011403877
Saved in:
9
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
10
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->